coef.plasso {plasso} | R Documentation |
Extract coefficients from a plasso
object
Description
Extract coefficients for both Lasso and Post-Lasso from a plasso
object.
Usage
## S3 method for class 'plasso'
coef(object, ..., s = NULL)
Arguments
object |
|
... |
Pass generic |
s |
If Null, coefficients are returned for all lambda values. If a value is provided, the closest lambda value of the |
Value
List object containing coefficients that are associated with either all values along the lambda input sequence or for one specifically given lambda value for both the Lasso and Post-Lasso models respectively.
lasso |
Sparse |
plasso |
Sparse |
Examples
# load toeplitz data
data(toeplitz)
# extract target and features from data
y = as.matrix(toeplitz[,1])
X = toeplitz[,-1]
# fit plasso to the data
p = plasso::plasso(X,y)
# get estimated coefficients along whole lambda sequence
coefs = coef(p)
head(coefs$plasso)
# get estimated coefficients for specific lambda approximation
coef(p, s=0.05)
[Package plasso version 0.1.2 Index]